-49.5%
CELH vs FIX
+128.3%
-177.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.2% |
| 7D | -7.0% | +6.0% | -13.1% | -7.6% |
| 30D | +5.2% | -7.2% | +12.4% | +6.0% |
| 3M | +10.5% | -15.9% | +26.3% | +11.5% |
| 6M | -32.7% | +12.7% | -45.5% | -38.4% |
| YTD | -33.0% | +72.8% | -105.8% | -46.4% |
| 1Y | -49.5% | +122.9% | -172.4% | -59.1% |
| All | -49.5% | +128.3% | -177.8% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling